Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Percent.price.extention.to.re.enter and PPOthreshold

BEST PARAMETERS
Percent.price.extention.to.re.enter = 10
PPOthreshold = -0.6
Profit account= 92 (per day adjusted to desire% DD )
Activity = 3.28 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Percent.price.extention.to.re.enter = 10 and PPOthreshold = -0.6

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
301 142117.03 864.98 27434.06 7 541 389 -91.4 10 -0.6 XAUUSD 91.44687 10.9353118 3280.5935 15540.940 17.966820 0.6254480 No
121 47487.37 832.16 10171.31 7 316 238 -33.9 10 -0.6 GBPJPY 33.90437 29.4947259 8848.4178 14006.270 16.831222 0.3797347 No
61 91672.06 811.47 30179.06 7 271 195 -100.6 10 -0.6 EURJPY 100.59687 9.9406675 2982.2002 9112.815 11.230008 0.3339618 No
241 40657.32 822.04 15273.35 6 155 111 -50.9 10 -0.6 USDCHF 50.91117 19.6420563 5892.6169 7985.934 9.714775 0.1885553 No
151 91641.20 824.71 41511.18 7 250 186 -138.4 10 -0.6 GBPUSD 138.37060 7.2269687 2168.0906 6622.881 8.030557 0.3031369 No
1 77720.30 864.36 36065.41 6 337 257 -120.2 10 -0.6 AUDUSD 120.21803 8.3182196 2495.4659 6464.945 7.479459 0.3898838 No
271 137318.77 861.22 84968.86 7 235 181 -283.2 10 -0.6 USDJPY 283.22953 3.5307052 1059.2116 4848.321 5.629596 0.2728687 No
31 11025.20 725.74 8418.40 5 81 63 -28.1 10 -0.6 EURGBP 28.06133 35.6362254 10690.8676 3928.965 5.413736 0.1116102 No
91 46047.94 822.77 39214.45 7 190 143 -130.7 10 -0.6 EURUSD 130.71483 7.6502412 2295.0724 3522.778 4.281608 0.2309272 No
211 22974.52 805.19 30011.90 6 111 90 -100.0 10 -0.6 USDCAD 100.03967 9.9960349 2998.8105 2296.541 2.852173 0.1378557 No
181 216233.22 867.48 310814.36 9 360 274 -1036.0 10 -0.6 NZDUSD 1036.04787 0.9652064 289.5619 2087.097 2.405931 0.4149952 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1